+957.3%
HAS vs KMX
+475.4%
+481.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.8% | +1.9% | -3.7% | -2.2% |
| 30D | +2.3% | +11.7% | -9.4% | +0.1% |
| 3M | +10.4% | +34.9% | -24.5% | +3.8% |
| 6M | -3.2% | +50.3% | -53.5% | -11.5% |
| YTD | +15.4% | +63.8% | -48.4% | +3.5% |
| 1Y | +18.8% | +3.8% | +15.0% | +14.7% |
| 3Y | +43.9% | -24.3% | +68.2% | +45.9% |
| 5Y | +13.9% | -50.2% | +64.1% | +21.7% |
| 10Y | +56.4% | +5.4% | +51.0% | +44.0% |
| All | +957.3% | +475.4% | +481.9% | +535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling